From post

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed.

 

Другие публикации лиц с тем же именем

New measures of the output gap based on the forward-looking new Keynesian Phillips curve, и . Journal of Monetary Economics, 54 (2): 498--511 (марта 2007)Testing for mean reversion in heteroskedastic data II: Autoregression tests based on Gibbs-sampling-augmented randomization, и . Journal of Empirical Finance, 5 (4): 385--396 (октября 1998)Estimation of a forward-looking monetary policy rule: A time-varying parameter model using ex post data, и . Journal of Monetary Economics, 53 (8): 1949--1966 (ноября 2006)Trends and random walks in macroeconmic time series: Some evidence and implications, и . Journal of Monetary Economics, 10 (2): 139 - 162 (1982)A Markov model of heteroskedasticity, risk, and learning in the stock market, , и . Journal of Financial Economics, 25 (1): 3--22 (ноября 1989)The zero-information-limit condition and spurious inference in weakly identified models, и . Journal of Econometrics, 138 (1): 47--62 (мая 2007)The first-order moving average process : Identification, estimation and prediction. Journal of Econometrics, 2 (2): 121--141 (июля 1974)Spurious trend and cycle in the state space decomposition of a time series with a unit root. Journal of Economic Dynamics and Control, 12 (2-3): 475--488 (00 1988)Long-Term Behavior of Yield Curves, и . The Journal of Financial and Quantitative Analysis, 23 (1): 105--110 (1988)Gains in efficiency from joint estimation of systems of autoregressive-moving average processes. Journal of Econometrics, 4 (4): 331--348 (ноября 1976)